+277.6%
UNP vs TWLO
+312.8%
-35.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.3% |
| 7D | -1.8% | -2.4% | +0.6% | -1.6% |
| 30D | -2.7% | -7.8% | +5.1% | -2.1% |
| 3M | +6.5% | +10.0% | -3.5% | +5.2% |
| 6M | +14.4% | +79.5% | -65.1% | +7.5% |
| YTD | +24.8% | +59.8% | -35.0% | +18.2% |
| 1Y | +34.4% | +121.7% | -87.3% | +23.0% |
| 3Y | +43.6% | +240.8% | -197.2% | +23.8% |
| 5Y | +53.2% | -33.6% | +86.8% | +47.9% |
| All | +277.6% | +312.8% | -35.1% | +171.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TWLO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling